Description

This analysis provides a forecast of SPY prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-12-21 630.726858 645.915551 660.854236 676.648590 692.868965 709.036842 726.366826
2025-12-28 608.647348 630.892821 653.066765 676.826828 701.564011 726.558369 753.721113
2026-01-04 594.646898 621.873422 649.280190 678.938248 710.129399 741.963156 776.914275
2026-01-11 584.250751 615.509202 647.231867 681.842691 718.550053 756.329168 798.164120
2026-01-18 574.651752 609.281692 644.676053 683.569834 725.123911 768.206401 816.273306
2026-01-25 567.663045 605.347774 644.111236 686.982792 733.091976 781.215826 835.273726
2026-02-01 560.594933 600.960088 642.723646 689.186421 739.462897 792.256811 851.932156
2026-02-08 554.297723 597.110770 641.647360 691.467283 745.682225 802.935686 868.029795
2026-02-15 547.766659 592.762646 639.807068 692.702366 750.569415 812.005296 882.237161
2026-02-22 541.924486 588.959725 638.371224 694.197341 755.577191 821.071314 896.331237
2026-03-01 536.048066 584.940860 636.536075 695.097202 759.790667 829.151253 909.247628
2026-03-08 529.784120 580.334152 633.907176 694.978514 762.750472 835.743028 920.430076
2026-03-15 525.050174 577.313865 632.935327 696.612469 767.589310 844.375277 933.874651
2026-03-22 519.529978 573.297478 630.748584 696.788781 770.711762 851.027362 945.055033
2026-03-29 515.700088 571.058679 630.440210 698.970475 775.997576 860.034937 958.844581
2026-04-05 512.651336 569.604807 630.927845 701.971547 782.144166 869.968270 973.664328
2026-04-12 508.929757 567.309894 630.397304 703.756176 786.861420 878.254134 986.601362
2026-04-19 506.577512 566.487625 631.458714 707.282785 793.506591 888.693201 1001.988095
2026-04-26 503.507822 564.784880 631.466393 709.559833 798.689653 897.449834 1015.451651
2026-05-03 500.628800 563.234574 631.589557 711.916718 803.923482 906.240992 1028.953897
2026-05-10 497.154142 560.942103 630.812799 713.192981 807.877781 913.543373 1040.735010
2026-05-17 493.984834 558.939780 630.313306 714.737813 812.100856 921.129129 1052.838702
2026-05-24 490.528782 556.551596 629.321028 715.667692 815.575626 927.828583 1063.907249